Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/102672
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dc.titleA log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
dc.contributor.authorZhao, G.
dc.date.accessioned2014-10-28T02:28:23Z
dc.date.available2014-10-28T02:28:23Z
dc.date.issued2001-05
dc.identifier.citationZhao, G. (2001-05). A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs. Mathematical Programming, Series B 90 (3) : 507-536. ScholarBank@NUS Repository.
dc.identifier.issn00255610
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/102672
dc.description.abstractAn algorithm incorporating the logarithmic barrier into the Benders decomposition technique is proposed for solving two-stage stochastic programs. Basic properties concerning the existence and uniqueness of the solution and the underlying path are studied. When applied to problems with a finite number of scenarios, the algorithm is shown to converge globally and to run in polynomial-time.
dc.sourceScopus
dc.subjectBarrier function
dc.subjectBenders decomposition
dc.subjectComplexity
dc.subjectInterior point methods
dc.subjectLarge-scale linear programming
dc.subjectStochastic programming
dc.typeArticle
dc.contributor.departmentMATHEMATICS
dc.description.sourcetitleMathematical Programming, Series B
dc.description.volume90
dc.description.issue3
dc.description.page507-536
dc.description.codenMPSBE
dc.identifier.isiutNOT_IN_WOS
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